+122.5%
DELL vs TSLL
-57.5%
+180.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.6% | -5.0% | +1.7% |
| 7D | -22.6% | -21.2% | -1.4% | -18.5% |
| 30D | -43.2% | -13.3% | -29.9% | -41.2% |
| 3M | -24.8% | +15.4% | -40.2% | -26.0% |
| 6M | +38.0% | -34.2% | +72.2% | +43.5% |
| YTD | +163.7% | -52.9% | +216.6% | +183.3% |
| 1Y | +122.5% | -54.3% | +176.9% | +139.0% |
| All | +122.5% | -57.5% | +180.0% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TSLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling